I haven't found tutorials that are concerned about deleting scenenodes and entities. I assume that the scenemanager will take ownership of them when they are attached (am I right?). However, I can imagine many situations where I would like to deterministically and selectively terminate objects, for example if I were to use OGRE to display a huge open-world level, I would like to dynamically load and unload parts of the world. How can I do this while also telling the scenemanager that his pointer is no longer valid?

Finally I do really recommend you to take a look at the Scene Manager FAQ. This document presents the different ways to manage the scene nodes using BSP, Octree or Portal Connected Zone etc. This is probably better way to achieve what you want to to without having to manage the scene nodes yourself.